Distribution of martingales with bounded square functions
نویسندگان
چکیده
منابع مشابه
Conditioned Square Functions for Non-commutative Martingales
Abstract. We prove a weak-type (1,1) inequality involving conditioned square functions of martingales in non-commutative L-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the best constants in the non-commutative Burkholder/Rosenthal inequalities from Ann. Probab. 31 (2003), 948-995. We also discuss BMO-norms of sums of non commuting order...
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ژورنال
عنوان ژورنال: Comptes Rendus Mathematique
سال: 2019
ISSN: 1631-073X
DOI: 10.1016/j.crma.2019.08.003